Fully rely on pathlib

freqtrade/data/entryexitanalysis.py

@@ -1,5 +1,4 @@
 import logging
-import os
 from pathlib import Path
 from typing import List, Optional
 
@@ -18,14 +17,11 @@ def _load_signal_candles(backtest_dir: Path):
 
     if backtest_dir.is_dir():
         scpf = Path(backtest_dir,
-                    os.path.splitext(
-                        get_latest_backtest_filename(backtest_dir))[0] + "_signals.pkl"
+                    Path(get_latest_backtest_filename(backtest_dir)).stem + "_signals.pkl"
                     )
     else:
-        scpf = Path(os.path.splitext(
-                        get_latest_backtest_filename(backtest_dir))[0] + "_signals.pkl"
-                    )
-
+        scpf = Path(Path(get_latest_backtest_filename(backtest_dir)).stem + "_signals.pkl")
+    print(scpf)
     try:
         scp = open(scpf, "rb")
         signal_candles = joblib.load(scp)

tests/rpc/test_rpc_apiserver.py

@@ -1385,8 +1385,6 @@ def test_api_strategies(botclient):
 
     assert_response(rc)
 
-    print(rc.json())
-
     assert rc.json() == {'strategies': [
         'HyperoptableStrategy',
         'InformativeDecoratorTest',

tests/strategy/strats/strategy_test_v3.py

@@ -144,7 +144,6 @@ class StrategyTestV3(IStrategy):
                 (dataframe['plus_di'] > self.buy_plusdi.value)
             ),
             'enter_long'] = 1
-
         dataframe.loc[
             (
                 qtpylib.crossed_below(dataframe['rsi'], self.sell_rsi.value)